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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of financial economics"
~person:"Bollerslev, Tim"
~person:"Hendry, David F."
~person:"Härdle, Wolfgang"
~person:"Stambaugh, Robert F."
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Capital income
Zeitreihenanalyse
Theorie
6
Theory
6
CAPM
4
Börsenkurs
3
Share price
3
Estimation
2
Kapitaleinkommen
2
Schätzung
2
Anlageverhalten
1
Anomalies
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Anomaly
1
Arbitrage
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Bayes-Statistik
1
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Behavioural finance
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Beta
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Erwartungsbildung
1
Estimation theory
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Expectation formation
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Investitionsrisiko
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Investment risk
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Investmentfonds
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Kleinste-Quadrate-Methode
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Regression analysis
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Regressionsanalyse
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Schätztheorie
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Systematischer Fehler
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USA
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Bollerslev, Tim
Hendry, David F.
Härdle, Wolfgang
Stambaugh, Robert F.
Fama, Eugene F.
4
Pedersen, Lasse Heje
4
Harvey, Campbell R.
3
Liu, Yan
3
Moskowitz, Tobias J.
3
Subrahmanyam, Avanidhar
3
Aït-Sahalia, Yacine
2
Bae, Kee-hong
2
Bekaert, Geert
2
Boons, Martijn
2
Chordia, Tarun
2
Da, Zhi
2
Ferson, Wayne E.
2
French, Kenneth Ronald
2
Han, Yufeng
2
Herskovic, Bernard
2
Jin, Lawrence J.
2
Kelly, Bryan T.
2
Kogan, Leonid
2
Linnainmaa, Juhani
2
Lo, Andrew W.
2
Novy-Marx, Robert
2
Paye, Bradley S.
2
Pontiff, Jeffrey
2
Seasholes, Mark S.
2
Vassalou, Maria
2
Zhou, Guofu
2
Aharoni, Gil
1
Andersen, Torben
1
Andrade, Sandro C.
1
Andrei, Daniel
1
Asness, Cliff
1
Audrino, Francesco
1
Backus, David
1
Baik, Bok
1
Bailey, Warren
1
Baker, Nardin L.
1
Bakshi, Gurdip S.
1
Baltussen, Guido
1
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Journal of financial economics
SFB 649 discussion paper
24
Working paper / National Bureau of Economic Research, Inc.
14
NBER working paper series
13
NBER Working Paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers of interdisciplinary research project 373
7
Universitext
7
Department of Economics discussion paper series / University of Oxford
6
International journal of forecasting
6
Journal of econometrics
6
Rodney L. White Center for Financial Research
5
ERID working paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
The journal of finance : the journal of the American Finance Association
4
Working papers / Rodney L. White Center for Financial Research
4
CORE discussion paper : DP
3
Working paper series / Center for Research in Security Prices
3
CFS working paper series
2
CREATES research paper
2
Discussion paper / Centre for Economic Policy Research
2
Econometric reviews
2
Economics discussion papers
2
Financial Institutions Center
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of political economy
2
Technical working paper / National Bureau of Economic Research
2
The review of economics and statistics
2
Working paper
2
Working papers / Financial Institutions Center
2
A Century of economics : 100 years of the Royal Economic Society and the Economic Journal
1
Advanced texts in econometrics
1
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied quantitative finance
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Chicago Booth Research Paper
1
Contributions to statistics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
2
Analyzing investments whose histories differ in length
Stambaugh, Robert F.
- In:
Journal of financial economics
45
(
1997
)
3
,
pp. 285-331
Persistent link: https://www.econbiz.de/10001229284
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